Objective: Data regarding Gestational-Diabetes-Mellitus (GDM) and Depression in Bangladesh are inadequate resulting serious consequences for mother and foetus. Depression predicted to deterioration of health status for both. To find out the prevalence of depression among GDM and other associated factors which raises depression was the objective of this study. Methods: 748 pregnant women participated in the case control study (366 with GDM and 382 without GDM). Depressive symptoms was scored following MADRS scale (0~12 = not, 13~19 = mild, 20~34 moderate, 35~60 = severe). Blood glucose was measured on every visit following WHO and ACOG criteria. Other clinical, biological and biochemical parametres were measured following standard rule. Results: Prevalence of depression among pregnant women was 18.32%. The rate was higher in GDM subjects (25.92%) with mean age 28.34 years than NGDM (n 382) subjects (7.73%) with mean age 27.17 years. Most of the subjects were housewives; dependant and largely the cause of depression was unknown (6%). Worries about health were predominant in GDM group (3%) while the other causes did not vary much in both the groups. Family relationship (4.5%), financial factors (1.8%) and tension about foetus (2.7%) were the other causes of depression where family relationship was leading cause. In South-Asian countries “Family” is always very important factor for mental health and low education is behind the inability to explain the reason of depression expressed as “unknown”. Conclusion: Important finding of this study was the elevated prevalence rate of depression in pregnancy which was greater than assumed. Higher prevalence of depression in GDM was predicted but the associated factors between two groups were very remarkable. Developing countries do not focus much on mental health but it is becoming ultimate necessity for future especially in maternal health concern.